Results 11 to 20 of about 91 (40)
Estimating population average treatment effects from experiments with noncompliance
Journal of Causal Inference, 2020 Randomized control trials (RCTs) are the gold standard for estimating causal effects, but often use samples that are non-representative of the actual population of interest.
Ottoboni Kellie N., Poulos Jason V.
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Bayesian estimation of generalized partition of unity copulas
Dependence Modeling, 2020 This paper proposes a Bayesian estimation algorithm to estimate Generalized Partition of Unity Copulas (GPUC), a class of nonparametric copulas recently introduced by [18].
Masuhr Andreas, Trede Mark
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Identification and Estimation of Intensive Margin Effects by Difference-in-Difference Methods
Journal of Causal Inference, 2020 This paper discusses identification and estimation of causal intensive margin effects. The causal intensive margin effect is defined as the treatment effect on the outcome of individuals with a positive outcome irrespective of whether they are treated or
Hersche Markus, Moor Elias
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Statistical estimation of corruption indicators in the firm
, 2016 A new statistical procedure of anti-corruption control of economic activity is proposed in the paper. The task of the firm’s corruption checking is formulated in terms of statistical hypothesis testing.
O. Malafeyev, Yu. A. Pichugin
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Volatility filtering in estimation of kurtosis (and variance)
Dependence Modeling, 2019 The kurtosis of the distribution of financial returns characterized by high volatility persistence and thick tails is notoriously difficult to estimate precisely.
Anatolyev Stanislav
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Prediction of time series by statistical learning: general losses and fast rates
Dependence Modeling, 2013 We establish rates of convergences in statistical learning for time series forecasting. Using the PAC-Bayesian approach, slow rates of convergence √ d/n for the Gibbs estimator under the absolute loss were given in a previous work [7], where n is the ...
Alquier Pierre +2 more
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ELECTRIC ENERGY PRICE FORECASTING: DESCRIPTIVE ANALYSIS AND FEATURES SELECTION
, 2018 The present paper is focused on the analysis of electricity market, after its recent liberalization. In particular we provide a detailed analysis of the latter exploiting descriptive analysis and the feature selection approach for a multivariate time ...
M. T. Grifa
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ON THE TAIL BEHAVIOR OF FUNCTIONS OF RANDOM VARIABLES
, 2016 It is shown that the tail behavior of the function of nonnegative random variables can be characterized using deterministic functions satisfying certain properties.
Arun Kumar, Neelesh Shankar Upadhye
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A new family of tempered distributions
, 2016 Tempered distributions have received considerable attention, both from a theoretical point of view and in several important application fields. The most popular choice is perhaps the Tweedie model, which is obtained by tempering the Positive Stable ...
L. Barabesi +3 more
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Single proxy synthetic control
Journal of Causal InferenceSynthetic control methods are widely used to estimate the treatment effect on a single treated unit in time-series settings. A common approach to estimate synthetic control weights is to regress the treated unit’s pretreatment outcome and covariates ...
Park Chan, Tchetgen Tchetgen Eric J.
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